+467.1%
DDOG vs HL
+1,029.4%
-562.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -10.1% | +1.5% | -11.6% | -10.5% |
| 30D | -24.8% | +25.1% | -49.9% | -27.7% |
| 3M | -12.6% | +22.9% | -35.5% | -16.2% |
| 6M | +79.9% | -4.9% | +84.9% | +78.2% |
| YTD | +56.6% | +7.8% | +48.7% | +49.3% |
| 1Y | +61.6% | +133.9% | -72.3% | +33.3% |
| 3Y | +117.9% | +380.9% | -263.0% | +51.3% |
| 5Y | +54.2% | +230.2% | -176.0% | +9.5% |
| All | +467.1% | +1,029.4% | -562.4% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling